+33.2%
OMC vs CCEP
+108.6%
-75.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.1% |
| 7D | -5.8% | -1.0% | -4.8% | -5.3% |
| 30D | -4.8% | -1.6% | -3.2% | -4.1% |
| 3M | +9.2% | +11.9% | -2.6% | +4.1% |
| 6M | -2.5% | +7.5% | -9.9% | -5.7% |
| YTD | +2.6% | +18.7% | -16.2% | -5.5% |
| 1Y | +5.9% | +21.4% | -15.5% | -3.4% |
| 3Y | +14.2% | +89.1% | -74.9% | -17.9% |
| 5Y | +33.2% | +108.7% | -75.5% | -9.9% |
| All | +33.2% | +108.6% | -75.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling